Milonga "is a term for a place or an event where tango is danced. People who frequently go to milongas are sometimes called milongueros. The term "milonga" can also refer to a musical genre" says Wikipedia.

If you already know some tango or if you want to see people dancing, you can go to any of the places mentioned before, after class they have 3 or 4 hours of dancing, for prices around 5 to 8 euros. Here you have other very nice milongas: